On the separation method in stochastic reconstruction problem


Tleubergenov M. Vassilina G. Ibraeva G.
1 January 2021De Gruyter Open Ltd

Open Mathematics
2021#19Issue 11486 - 1492 pp.

The inverse problem of reconstruction second-order Ito stochastic differential equations by the given properties of motion is solved when control is included in the drift coefficient. By using the separation method, the form of control parameters is determined that provides sufficient conditions for the existence of a given integral manifold for the nonlinear, linear, and scalar cases.

Ito stochastic equations , reconstruction problem , separation method

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Institute of Mathematics and Mathematical Modeling, Al-Farabi Kazakh National University, Almaty, Kazakhstan
Institute of Mathematics and Mathematical Modeling, Almaty, Kazakhstan
Almaty University of Power Engineering and Telecommunications named after G.Daukeev, Almaty, Kazakhstan
Military Institute of the Air Defence Forces named after Twice Hero of the Soviet Union T. Ya. Bigeldinov, Aktobe, Kazakhstan

Institute of Mathematics and Mathematical Modeling
Institute of Mathematics and Mathematical Modeling
Almaty University of Power Engineering and Telecommunications named after G.Daukeev
Military Institute of the Air Defence Forces named after Twice Hero of the Soviet Union T. Ya. Bigeldinov

10 лет помогаем публиковать статьи Международный издатель

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